+357.7%
IGV vs XLF
+254.4%
+103.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -2.9% | -1.5% | -1.5% | -2.0% |
| 30D | -1.5% | -1.2% | -0.4% | -0.8% |
| 3M | +11.7% | +9.2% | +2.5% | +5.4% |
| 6M | +18.4% | +16.3% | +2.1% | +7.1% |
| YTD | -3.9% | +5.4% | -9.4% | -7.3% |
| 1Y | -9.7% | +7.6% | -17.3% | -14.0% |
| 3Y | +38.4% | +74.2% | -35.8% | -3.1% |
| 5Y | +21.6% | +66.1% | -44.5% | -12.2% |
| All | +357.7% | +254.4% | +103.4% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling